This article discusses the possibilities and the challenges of conducting participatory action research (PAR) with unaccompanied asylum-seeking children and youth. Drawing from a PAR project with 12 unaccompanied asylum-seeking girls in a Finnish reception centre, the paper explores the P, A and R of PAR asking the following questions: what kind of participation is relevant in such a challenging phase of life, being in a new society without families; what is "good" action in these circumstances; and, finally, what is the involvement of the children in conducting the research when they find the practical end product clearly more interesting? The results show that as a flexible and child-centred research method, PAR can be used to promote the participation of children and youth in a reception centre. However, participation in research should not be mandatory: unaccompanied children who have often had too many responsibilities and inadequate protection in the past desire to be assured that it is the adults' responsibility to make the right decisions concerning the improvements of the children's lives.